ECBOT 5 Year T-Note Future December 2012
| Trading Metrics calculated at close of trading on 12-Sep-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Sep-2012 |
12-Sep-2012 |
Change |
Change % |
Previous Week |
| Open |
124-132 |
124-102 |
-0-030 |
-0.1% |
124-230 |
| High |
124-150 |
124-120 |
-0-030 |
-0.1% |
124-232 |
| Low |
124-100 |
124-047 |
-0-053 |
-0.1% |
124-000 |
| Close |
124-105 |
124-060 |
-0-045 |
-0.1% |
124-137 |
| Range |
0-050 |
0-073 |
0-023 |
46.0% |
0-232 |
| ATR |
0-079 |
0-079 |
0-000 |
-0.6% |
0-000 |
| Volume |
363,194 |
558,748 |
195,554 |
53.8% |
2,464,281 |
|
| Daily Pivots for day following 12-Sep-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
124-295 |
124-250 |
124-100 |
|
| R3 |
124-222 |
124-177 |
124-080 |
|
| R2 |
124-149 |
124-149 |
124-073 |
|
| R1 |
124-104 |
124-104 |
124-067 |
124-090 |
| PP |
124-076 |
124-076 |
124-076 |
124-068 |
| S1 |
124-031 |
124-031 |
124-053 |
124-017 |
| S2 |
124-003 |
124-003 |
124-047 |
|
| S3 |
123-250 |
123-278 |
124-040 |
|
| S4 |
123-177 |
123-205 |
124-020 |
|
|
| Weekly Pivots for week ending 07-Sep-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
126-179 |
126-070 |
124-265 |
|
| R3 |
125-267 |
125-158 |
124-201 |
|
| R2 |
125-035 |
125-035 |
124-180 |
|
| R1 |
124-246 |
124-246 |
124-158 |
124-184 |
| PP |
124-123 |
124-123 |
124-123 |
124-092 |
| S1 |
124-014 |
124-014 |
124-116 |
123-272 |
| S2 |
123-211 |
123-211 |
124-094 |
|
| S3 |
122-299 |
123-102 |
124-073 |
|
| S4 |
122-067 |
122-190 |
124-009 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
124-200 |
124-000 |
0-200 |
0.5% |
0-101 |
0.3% |
30% |
False |
False |
522,010 |
| 10 |
124-232 |
124-000 |
0-232 |
0.6% |
0-092 |
0.2% |
26% |
False |
False |
539,067 |
| 20 |
124-232 |
123-100 |
1-132 |
1.1% |
0-080 |
0.2% |
62% |
False |
False |
314,052 |
| 40 |
124-232 |
123-100 |
1-132 |
1.1% |
0-060 |
0.2% |
62% |
False |
False |
158,024 |
| 60 |
124-232 |
123-040 |
1-192 |
1.3% |
0-041 |
0.1% |
66% |
False |
False |
105,356 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
125-110 |
|
2.618 |
124-311 |
|
1.618 |
124-238 |
|
1.000 |
124-193 |
|
0.618 |
124-165 |
|
HIGH |
124-120 |
|
0.618 |
124-092 |
|
0.500 |
124-084 |
|
0.382 |
124-075 |
|
LOW |
124-047 |
|
0.618 |
124-002 |
|
1.000 |
123-294 |
|
1.618 |
123-249 |
|
2.618 |
123-176 |
|
4.250 |
123-057 |
|
|
| Fisher Pivots for day following 12-Sep-2012 |
| Pivot |
1 day |
3 day |
| R1 |
124-084 |
124-107 |
| PP |
124-076 |
124-091 |
| S1 |
124-068 |
124-076 |
|